Convergence rates for annealing diffusion processes
From MaRDI portal
Publication:1379726
DOI10.1214/aoap/1043862427zbMath0949.62072OpenAlexW1977351466MaRDI QIDQ1379726
Publication date: 21 November 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1043862427
Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Diffusion processes (60J60) Large deviations (60F10)
Related Items
State-Dependent Temperature Control for Langevin Diffusions, Global Optimization via Schrödinger–Föllmer Diffusion, On the Generalized Langevin Equation for Simulated Annealing, Tail probability estimates of continuous-time simulated annealing processes, The behavior of the spectral gap under growing drift, Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotics of the spectral gap with applications to the theory of simulated annealing
- Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing
- Ultracontractivity and the heat kernel for Schrödinger operators and Dirichlet Laplacians
- Simulated annealing via Sobolev inequalities
- Laplace's method revisited: Weak convergence of probability measures
- Asymptotic behaviour of the second eigenvalue of Kolmogorov processes
- Recuit simulé sur \(\mathbb{R}{}^ n\). Étude de l'évolution de l'énergie libre. (Simulated annealing on \(\mathbb{R}{}^ n\). Study of the evolution of free energy)
- Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing
- Estimation of the density of simulated annealing
- Solving Dirichlet and Poisson problems on graphs by means of equilibrium measures
- Ergodicity of stochastic plates
- Do stochastic algorithms avoid traps?
- A Remark on Simulated Annealing of Diffusion Processes
- Asymptotic behavior of transition density of diffusion markov process with small diffusion†
- Diffusions for Global Optimization
- Diffusion for Global Optimization in $\mathbb{R}^n $
- Limit theorems on large deviations for semimartingales
- Certain Results Concerning Small Random Perturbations of Dynamical Systems
- Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo
